A common approximation for the variance of a function of two random variables is obtained via a series expansion. It is shown that for some cases the error in the approximation is quite large. This approximation is sometimes used to compare the relative merits of two alternate systems. The comparison might be erroneous if the system differences are comparable to the approximation errors.


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    Titel :

    Limitations of a Variance Approximation


    Beteiligte:
    Nitzberg, R. (Autor:in)

    Erschienen in:

    Erscheinungsdatum :

    01.03.1972


    Format / Umfang :

    246171 byte




    Medientyp :

    Aufsatz (Zeitschrift)


    Format :

    Elektronische Ressource


    Sprache :

    Englisch




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